+20.9%
EUO vs SPY
+1,119.3%
-1,098.4%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.3% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.7% | +0.1% | -0.8% | -0.7% |
| 3M | +1.2% | +2.0% | -0.8% | +1.8% |
| 6M | +2.7% | +13.0% | -10.3% | +5.8% |
| YTD | +5.6% | +13.5% | -7.9% | +8.9% |
| 1Y | +5.5% | +20.0% | -14.4% | +10.3% |
| 3Y | -0.6% | +77.2% | -77.8% | +14.7% |
| 5Y | +26.2% | +81.9% | -55.6% | +49.0% |
| 10Y | +24.3% | +314.1% | -289.8% | +87.7% |
| All | +20.9% | +1,119.3% | -1,098.4% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling